After playing lockdown my knight had no shield equipped. Unfortunately I didn't notice this till after I went down the depths of the Clockworks!

I suggest you either remove whatever causes your shield not to be equipped after playing lockdown or make a warning like:
"You are about to venture the clockworks without a shield - are you sure you want to continue?"

I know I'm not the only one who have made this unfortunate mistake and I hope you will consider my suggestion.